The cheapest shock is calcium hypo.  This is ok but adds calcium to your water which in most cases is too high anyway. The next shock is di-chlor shock and is much stronger than calcium.   The best shock to use is non chlorine shock, which is potassium mono persulfate.  While more expensive it will activate the bromine very effectively. It works immediately.

Note: Unless you are using a salt water chlorinator it is a neccesity to shock. While buying shock for spas is costly, you can save money by buying pool shock. It is larger quantities and the exact same product.